Fergie, Josh Duhamel and baby Axl
With parents like Fergie
and Josh Duhamel
, performing is in little Axl Jack's genes – but the 3½-month-old was perfectly behaved during his baptism on Thursday, an eyewitness tells PEOPLE.
The new parents, who welcomed their first child
in August, and a small group of family members gathered at the St. Martin of Tours Catholic Church in Brentwood, Calif., for the intimate ceremony.
"Baby Axl wore all white and seemed very calm about being baptized. He didn't cry at all," the eyewitness says.
Fergie, 38, was also wearing white while her husband, 41, wore a dark suit for the short ceremony.
"They seemed happy when they left the church," the eyewitness says. "Axl had fallen asleep in his dad's arms and he looked adorable."
Fergie revealed last month that she chose her baby's name
after dreaming of being at a concert featuring the Doors' Jim Morrison, Bob Marley and Axl Rose.
"Some people may not like it, some people may think it's really cool, but we don't care," Duhamel said earlier this year of their little rocker's name.